Sequential estimation of a threshold crossing time for a Gaussian random walk through correlated observations.
Marat V. BurnashevAslan TchamkertenPublished in: Probl. Inf. Transm. (2012)
Keyphrases
- accurate estimation
- neural network
- maximum likelihood
- parameter estimation
- continuous valued
- independent and identically distributed
- gaussian noise
- genetic algorithm
- threshold selection
- heavy tailed
- uniformly distributed
- probability density
- gaussian mixture model
- maximum likelihood estimation
- parametric models
- gaussian filter
- estimation algorithm
- noise level
- gaussian distribution